+1,038.5%
CHD vs VYM
+484.2%
+554.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -4.7% | -1.9% | -2.9% | -3.8% |
| 30D | -8.3% | -2.6% | -5.7% | -7.1% |
| 3M | -4.0% | +3.6% | -7.6% | -5.7% |
| 6M | -6.5% | +8.7% | -15.2% | -10.3% |
| YTD | +13.1% | +14.1% | -1.0% | +6.0% |
| 1Y | +2.3% | +17.8% | -15.5% | -5.7% |
| 3Y | +1.8% | +64.5% | -62.7% | -21.1% |
| 5Y | +20.6% | +77.5% | -57.0% | -10.5% |
| 10Y | +125.6% | +206.1% | -80.5% | +23.9% |
| All | +1,038.5% | +484.2% | +554.3% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling